| Article ID: | iaor2006352 |
| Country: | Netherlands |
| Volume: | 27 |
| Issue: | 1 |
| Start Page Number: | 29 |
| End Page Number: | 37 |
| Publication Date: | Aug 2000 |
| Journal: | Operations Research Letters |
| Authors: | Litvinchev Igor S. |
Ellipsoids that contain all optimal primal solutions, those that contain all optimal dual slack solutions, and primal–dual ellipsoids are derived. They are independent of the algorithm used and have a smaller size than the Choi–Goldfarb ellipsoids.